+468.3%
WELL vs DAR
+290.1%
+178.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.5% |
| 7D | +0.1% | +3.6% | -3.5% | -1.0% |
| 30D | +7.8% | -11.3% | +19.0% | +11.1% |
| 3M | +10.2% | -13.1% | +23.4% | +13.9% |
| 6M | +16.4% | -15.1% | +31.5% | +20.4% |
| YTD | +35.2% | +50.5% | -15.3% | +18.0% |
| 1Y | +30.5% | +57.9% | -27.5% | +12.0% |
| 3Y | +206.1% | +28.9% | +177.1% | +162.1% |
| 5Y | +228.3% | -31.4% | +259.7% | +236.1% |
| 10Y | +468.3% | +301.0% | +167.3% | +163.7% |
| All | +468.3% | +290.1% | +178.3% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling